NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.120 |
3.960 |
-0.160 |
-3.9% |
4.174 |
| High |
4.133 |
4.049 |
-0.084 |
-2.0% |
4.411 |
| Low |
3.974 |
3.853 |
-0.121 |
-3.0% |
3.974 |
| Close |
3.982 |
4.028 |
0.046 |
1.2% |
3.982 |
| Range |
0.159 |
0.196 |
0.037 |
23.3% |
0.437 |
| ATR |
0.148 |
0.152 |
0.003 |
2.3% |
0.000 |
| Volume |
97,822 |
90,490 |
-7,332 |
-7.5% |
413,434 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.565 |
4.492 |
4.136 |
|
| R3 |
4.369 |
4.296 |
4.082 |
|
| R2 |
4.173 |
4.173 |
4.064 |
|
| R1 |
4.100 |
4.100 |
4.046 |
4.137 |
| PP |
3.977 |
3.977 |
3.977 |
3.995 |
| S1 |
3.904 |
3.904 |
4.010 |
3.941 |
| S2 |
3.781 |
3.781 |
3.992 |
|
| S3 |
3.585 |
3.708 |
3.974 |
|
| S4 |
3.389 |
3.512 |
3.920 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.433 |
5.145 |
4.222 |
|
| R3 |
4.996 |
4.708 |
4.102 |
|
| R2 |
4.559 |
4.559 |
4.062 |
|
| R1 |
4.271 |
4.271 |
4.022 |
4.197 |
| PP |
4.122 |
4.122 |
4.122 |
4.085 |
| S1 |
3.834 |
3.834 |
3.942 |
3.760 |
| S2 |
3.685 |
3.685 |
3.902 |
|
| S3 |
3.248 |
3.397 |
3.862 |
|
| S4 |
2.811 |
2.960 |
3.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.411 |
3.853 |
0.558 |
13.9% |
0.185 |
4.6% |
31% |
False |
True |
88,599 |
| 10 |
4.411 |
3.853 |
0.558 |
13.9% |
0.158 |
3.9% |
31% |
False |
True |
68,889 |
| 20 |
4.411 |
3.853 |
0.558 |
13.9% |
0.157 |
3.9% |
31% |
False |
True |
52,672 |
| 40 |
4.616 |
3.853 |
0.763 |
18.9% |
0.130 |
3.2% |
23% |
False |
True |
45,428 |
| 60 |
4.737 |
3.853 |
0.884 |
21.9% |
0.125 |
3.1% |
20% |
False |
True |
37,220 |
| 80 |
5.468 |
3.853 |
1.615 |
40.1% |
0.123 |
3.1% |
11% |
False |
True |
32,129 |
| 100 |
5.750 |
3.853 |
1.897 |
47.1% |
0.124 |
3.1% |
9% |
False |
True |
28,395 |
| 120 |
5.949 |
3.853 |
2.096 |
52.0% |
0.127 |
3.2% |
8% |
False |
True |
25,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.882 |
|
2.618 |
4.562 |
|
1.618 |
4.366 |
|
1.000 |
4.245 |
|
0.618 |
4.170 |
|
HIGH |
4.049 |
|
0.618 |
3.974 |
|
0.500 |
3.951 |
|
0.382 |
3.928 |
|
LOW |
3.853 |
|
0.618 |
3.732 |
|
1.000 |
3.657 |
|
1.618 |
3.536 |
|
2.618 |
3.340 |
|
4.250 |
3.020 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.002 |
4.087 |
| PP |
3.977 |
4.067 |
| S1 |
3.951 |
4.048 |
|